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On the robustness of the pooled CCE estimator

Juodis, Arturas, Karabiyik, Hande and Westerlund, Joakim 2020, On the robustness of the pooled CCE estimator, Journal of econometrics, pp. 1-24, doi: 10.1016/j.jeconom.2020.06.002.

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Title On the robustness of the pooled CCE estimator
Author(s) Juodis, Arturas
Karabiyik, Hande
Westerlund, JoakimORCID iD for Westerlund, Joakim orcid.org/0000-0002-8030-5706
Journal name Journal of econometrics
Start page 1
End page 24
Total pages 24
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2020
ISSN 0304-4076
1872-6895
Keyword(s) Factor-augmented regressions
Rank condition
Common correlated effects
Predetermined regressors
Notes Article in Press
Language eng
DOI 10.1016/j.jeconom.2020.06.002
Indigenous content off
Field of Research 1403 Econometrics
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Free to Read? Yes
Persistent URL http://hdl.handle.net/10536/DRO/DU:30139848

Document type: Journal Article
Collections: Faculty of Business and Law
Open Access Collection
Department of Economics
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Created: Fri, 24 Jul 2020, 11:25:58 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.